Problem gambling creates significant harm for the gambler and for concerned significant others (CSOs). While several studies have investigated the effects of individual cognitive behavioral therapy (CBT) for problem gambling, less is known about the effects of involving CSOs in treatment. Behavioral couples therapy (BCT) has shown promising results when working with substance use disorders by involving both the user and a CSO. This pilot study investigated BCT for problem gambling, as well as the feasibility of performing a larger scale randomized controlled trial. 36 participants, 18 gamblers and 18 CSOs, were randomized to either BCT or individual CBT for the gambler. Both interventions were Internet-delivered self-help interventions with therapist support. Both groups of gamblers improved on all outcome measures, but there were no differences between the groups. The CSOs in the BCT group lowered their scores on anxiety and depression more than the CSOs of those randomized to the individual CBT group did. The implications of the results and the feasibility of the trial are discussed.